PREVIEW / etf_5min / 2024-03-06

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-03-06.parquet
  size:    2.3 MB
  rows:    114,497

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2024-03-06 04:00:00	SPY	ETF	508.58	508.94	508.0	508.89	5958.0
2024-03-06 04:05:00	SPY	ETF	508.93	508.94	508.86	508.89	3238.0
2024-03-06 04:10:00	SPY	ETF	508.91	508.91	508.8	508.85	27740.0
2024-03-06 04:15:00	SPY	ETF	508.94	509.21	508.94	509.18	2922.0
2024-03-06 04:20:00	SPY	ETF	509.15	509.15	509.05	509.07	2174.0
2024-03-06 04:25:00	SPY	ETF	509.07	509.08	508.96	509.08	2079.0
2024-03-06 04:30:00	SPY	ETF	509.1	509.1	509.07	509.08	1717.0
2024-03-06 04:35:00	SPY	ETF	509.07	509.17	509.07	509.13	1000.0
2024-03-06 04:40:00	SPY	ETF	509.2	509.2	509.09	509.09	1100.0
2024-03-06 04:45:00	SPY	ETF	509.04	509.05	508.86	508.86	1295.0
2024-03-06 04:55:00	SPY	ETF	509.0	509.1	508.97	509.1	1038.0
2024-03-06 05:00:00	SPY	ETF	509.2	509.24	509.2	509.24	300.0
2024-03-06 05:05:00	SPY	ETF	509.19	509.19	509.18	509.18	1261.0
2024-03-06 05:10:00	SPY	ETF	509.21	509.21	509.1	509.19	29592.0
2024-03-06 05:20:00	SPY	ETF	509.26	509.26	509.26	509.26	438.0
2024-03-06 05:25:00	SPY	ETF	509.25	509.3	509.22	509.3	400.0
2024-03-06 05:30:00	SPY	ETF	509.23	509.32	509.18	509.29	1712.0
2024-03-06 05:35:00	SPY	ETF	509.29	509.29	509.19	509.19	712.0
2024-03-06 05:40:00	SPY	ETF	509.13	509.15	508.93	508.93	1661.0
2024-03-06 05:50:00	SPY	ETF	509.07	509.1	509.0	509.0	2224.0
2024-03-06 05:55:00	SPY	ETF	508.87	508.87	508.84	508.85	700.0
2024-03-06 06:00:00	SPY	ETF	508.85	508.95	508.85	508.95	1349.0
2024-03-06 06:05:00	SPY	ETF	509.0	509.0	509.0	509.0	100.0
2024-03-06 06:10:00	SPY	ETF	509.04	509.04	509.04	509.04	800.0
2024-03-06 06:15:00	SPY	ETF	509.1	509.1	509.1	509.1	3700.0
2024-03-06 06:20:00	SPY	ETF	509.05	509.05	509.02	509.02	1500.0
2024-03-06 06:30:00	SPY	ETF	508.99	508.99	508.95	508.95	1949.0
2024-03-06 06:35:00	SPY	ETF	508.99	508.99	508.96	508.96	1637.0
2024-03-06 06:40:00	SPY	ETF	509.05	509.05	508.9	508.9	975.0
2024-03-06 06:45:00	SPY	ETF	508.85	508.9	508.85	508.9	1699.0
2024-03-06 06:50:00	SPY	ETF	508.91	508.95	508.81	508.81	1496.0
2024-03-06 06:55:00	SPY	ETF	508.8	508.9	508.71	508.86	1699.0
2024-03-06 07:00:00	SPY	ETF	508.9	509.05	508.82	508.9	34747.0
2024-03-06 07:05:00	SPY	ETF	508.87	509.31	508.82	509.31	12932.0
2024-03-06 07:10:00	SPY	ETF	509.3	509.46	509.26	509.4	25378.0
2024-03-06 07:15:00	SPY	ETF	509.4	509.4	509.15	509.15	17930.0
2024-03-06 07:20:00	SPY	ETF	509.14	509.18	509.06	509.17	2764.0
2024-03-06 07:25:00	SPY	ETF	509.07	509.2	509.02	509.2	14383.0
2024-03-06 07:30:00	SPY	ETF	509.21	509.31	509.21	509.26	7568.0
2024-03-06 07:35:00	SPY	ETF	509.29	509.41	509.28	509.41	5186.0
2024-03-06 07:40:00	SPY	ETF	509.46	509.52	509.46	509.49	4744.0
2024-03-06 07:45:00	SPY	ETF	509.49	509.49	509.37	509.37	3835.0
2024-03-06 07:50:00	SPY	ETF	509.39	509.5	509.39	509.44	6735.0
2024-03-06 07:55:00	SPY	ETF	509.43	509.45	509.43	509.45	6930.0
2024-03-06 08:00:00	SPY	ETF	508.8511	509.72	507.59	509.7	67435.0
2024-03-06 08:05:00	SPY	ETF	509.72	509.75	507.51	509.61	21689.0
2024-03-06 08:10:00	SPY	ETF	509.63	509.71	509.63	509.7	5018.0
2024-03-06 08:15:00	SPY	ETF	509.77	509.97	509.68	509.85	58656.0
2024-03-06 08:20:00	SPY	ETF	509.91	510.0	509.88	509.98	54500.0
2024-03-06 08:25:00	SPY	ETF	509.9	510.03	509.7312	509.75	50732.0

> showing 50 of 114,497 rows — these rows as CSV

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